-32.3%
TWLO vs UVXY
-99.7%
+67.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.1% | -2.9% |
| 7D | -2.4% | +2.8% | -5.2% | -1.9% |
| 30D | -7.8% | -11.4% | +3.5% | -9.8% |
| 3M | +10.0% | -41.5% | +51.5% | 0.0% |
| 6M | +79.5% | -61.0% | +140.5% | +53.3% |
| YTD | +59.8% | -49.8% | +109.7% | +46.7% |
| 1Y | +121.7% | -66.4% | +188.1% | +92.5% |
| 3Y | +240.8% | -94.8% | +335.6% | +159.1% |
| All | -32.3% | -99.7% | +67.3% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling